Novel parameter estimation of autoregressive signals in the presence of noise

Automatica

Volumn 62, Issue , 2015, Pages 98-105

  Xia, Youshen ^a   Zheng, Wei Xing ^b  

^a FUZHOU UNIVERSITY   (China)

^b UNIVERSITY OF WESTERN SYDNEY   (Australia)

Author keywords

Autoregressive signal; Newton algorithm; Noisy observations; Unbiased parameter estimate

Indexed keywords

ITERATIVE METHODS; NONLINEAR EQUATIONS; SIGNAL ANALYSIS; WHITE NOISE;

AUTOREGRESSIVE SIGNALS; CONVENTIONAL ALGORITHMS; EFFICIENT IMPLEMENTATION; NEWTON ALGORITHM; NOISY OBSERVATIONS; OBSERVATION NOISE VARIANCE; PARAMETER ESTIMATE; ROBUSTNESS AGAINST NOISE;

PARAMETER ESTIMATION;

EID: 84947813849     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2015.09.008     Document Type: Conference Paper

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